+988.4%
AMGN vs PRU
+806.6%
+181.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.1% | +1.9% | -0.7% | +0.7% |
| 30D | +7.8% | +2.7% | +5.1% | +7.2% |
| 3M | +27.3% | +19.5% | +7.8% | +22.5% |
| 6M | +16.8% | +26.6% | -9.8% | +11.0% |
| YTD | +36.3% | +12.3% | +24.0% | +32.4% |
| 1Y | +60.4% | +18.0% | +42.4% | +54.0% |
| 3Y | +86.3% | +47.0% | +39.3% | +69.1% |
| 5Y | +125.7% | +48.4% | +77.2% | +101.7% |
| 10Y | +247.0% | +142.4% | +104.6% | +166.8% |
| All | +988.4% | +806.6% | +181.8% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling